Python order_target_value Examples

Example #1

File: buy_and_hodl.py Project: Amonsoft/catalyst

def handle_data(context, data):
    cash = context.portfolio.cash
    target_hodl_value = TARGET_HODL_RATIO * context.portfolio.starting_cash
    reserve_value = RESERVE_RATIO * context.portfolio.starting_cash

    # Cancel any outstanding orders
    orders = get_open_orders(context.asset) or []
    for order in orders:
        cancel_order(order)

    # Stop buying after passing the reserve threshold
    if cash <= reserve_value:
        context.is_buying = False

    # Retrieve current asset price from pricing data
    price = data[context.asset].price

    # Check if still buying and could (approximately) afford another purchase
    if context.is_buying and cash > price:
        # Place order to make position in asset equal to target_hodl_value
        order_target_value(
            context.asset,
            target_hodl_value,
            limit_price=price * 1.1,
            stop_price=price * 0.9,
        )

    record(
        price=price,
        cash=cash,
        starting_cash=context.portfolio.starting_cash,
        leverage=context.account.leverage,
    )

Example #2

File: test_algorithms.py Project: Aeroglyphic/catalyst-crypto

    def handle_data(self, data):
        from catalyst.api import (
            order_percent,
            order_target,
            order_target_percent,
            order_target_value,
            order_value,
        )

        for style in [MarketOrder(), LimitOrder(10),
                      StopOrder(10), StopLimitOrder(10, 10)]:

            with assert_raises(UnsupportedOrderParameters):
                order(self.asset, 10, limit_price=10, style=style)

            with assert_raises(UnsupportedOrderParameters):
                order(self.asset, 10, stop_price=10, style=style)

            with assert_raises(UnsupportedOrderParameters):
                order_value(self.asset, 300, limit_price=10, style=style)

            with assert_raises(UnsupportedOrderParameters):
                order_value(self.asset, 300, stop_price=10, style=style)

            with assert_raises(UnsupportedOrderParameters):
                order_percent(self.asset, .1, limit_price=10, style=style)

            with assert_raises(UnsupportedOrderParameters):
                order_percent(self.asset, .1, stop_price=10, style=style)

            with assert_raises(UnsupportedOrderParameters):
                order_target(self.asset, 100, limit_price=10, style=style)

            with assert_raises(UnsupportedOrderParameters):
                order_target(self.asset, 100, stop_price=10, style=style)

            with assert_raises(UnsupportedOrderParameters):
                order_target_value(self.asset, 100,
                                   limit_price=10,
                                   style=style)

            with assert_raises(UnsupportedOrderParameters):
                order_target_value(self.asset, 100,
                                   stop_price=10,
                                   style=style)

            with assert_raises(UnsupportedOrderParameters):
                order_target_percent(self.asset, .2,
                                     limit_price=10,
                                     style=style)

            with assert_raises(UnsupportedOrderParameters):
                order_target_percent(self.asset, .2,
                                     stop_price=10,
                                     style=style)

Example #3

def handle_data(context, data):
    context.i += 1
    if context.i == 1:
        order_target_value(context.asset, context.target_hodl_value, limit_price=context.price * 1.1)

    # Stop buying after passing the reserve threshold
    context.cash = context.portfolio.cash
    if context.cash <= context.reserve_value:
        context.is_buying = False

    context.price = data.current(context.asset, "price")

Example #4

File: buy_and_hodl.py Project: zhoukalex/catalyst

def handle_data(context, data):
    context.i += 1

    starting_cash = context.portfolio.starting_cash
    target_hodl_value = context.TARGET_HODL_RATIO * starting_cash
    reserve_value = context.RESERVE_RATIO * starting_cash

    # Cancel any outstanding orders
    orders = get_open_orders(context.asset) or []
    for order in orders:
        cancel_order(order)

    # Stop buying after passing the reserve threshold
    cash = context.portfolio.cash
    if cash <= reserve_value:
        context.is_buying = False

    # Retrieve current asset price from pricing data
    price = data.current(context.asset, 'price')

    # Check if still buying and could (approximately) afford another purchase
    if context.is_buying and cash > price:
        print('buying')
        # Place order to make position in asset equal to target_hodl_value
        order_target_value(
            context.asset,
            target_hodl_value,
            limit_price=price * 1.1,
        )

    record(
        price=price,
        volume=data.current(context.asset, 'volume'),
        cash=cash,
        starting_cash=context.portfolio.starting_cash,
        leverage=context.account.leverage,
    )

Example #5

def buy(context):
    order_target_value(context.asset, context.target_hodl_value, limit_price=context.price * 1.1)